Blackedge Ltd EGARCH Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
37.13%
decreased by 0.68%
1 Week
37.38%
decreased by 0.43%
1 Month
38.28%
increased by 0.47%
Analysis last updated: Thursday, May 21, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 11.15 | |
| 0.1103 | 12.05 | |
| 0.9812 | 544.48 | |
| 0.0136 | 2.14 |
Estimation Period:
Feb 9, 2021 to May 20, 2026
Feb 9, 2021 to May 20, 2026
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